Institute of Mathematics, Faculty of Mathematics and Computer Science, UU.
Made available in electronic form by the TBCof A−Eskwadraat The course MAATa was given in 2003/2004 by Dr. K. Dajani.
Maat en Integratie A (MAATa) 21 april 2004
Excercise 1
Let φ : [A, B] → [a, b] be a strictly increasing surjective continous function. Suppose ψ : [a, b] → R is non-decreasing, and f : [a, b] → R a bounded ψ-Riemann integrable function. Define α and g on [A, B] by
α(y) = ψ(φ(y)), g(y) = f (φ(y)) Show that g is α-Riemann integrable and
Z B A
gdα = Z b
a
f dψ
Excercise 2
Let {cn} be a sequence satisfying cn ≥ 0 for all n ≥ 1, andP∞
n=1cn< ∞. Let {sn} be a sequence of distinct points in (a, b). Define a function ψ on [a, b] by ψ(x) =P∞
n=1cn1(sn,b](x), where 1(sn,b]
is the indicator function of the interval (sn, b]. Prove that any continous function f on [a, b] is ψ-Riemann integrable, and
Z b a
f (x)dψ(x) =
∞
X
n=1
cnf (sn)
Excercise 3
Let Γ ⊆ Rn. Recall that the inner Lebesgue measure of Γ is defined by
|Γ|i = inf {|K|e: K ⊆ Γ, Kcompact}
Prove the following:
(a) Γ is Lebesgue measurable if and only if |Γ|e= |Γ|i.
(b) Γ is Lebesgue measurable if and only if |A|e= |Γ ∩ A|e+ |Γc∩ A|efor all A ⊆ Rn. (c) If A ⊆ Γ, and Γ is Lebesgue measurable, then |A|e+ |Γ\A|i = |Γ|
Excercise 4
Let E be a set and A an algebra over E. Let µ : A → [0, 1] be a function satisfying (I) µ(E) = 1 = 1 − µ(∅),
(II) if A1, A2, . . . , ∈ A are pairwise disjoint andS∞
n=1An∈ A then µ(
∞
[
n=1
An) =
∞
X
n=1
µ(An)
(a) Show that if {An} and {Bn} are increasing sequences in A such thatS∞
n=1An ⊆ S∞ n=1Bn, then limn→∞µ(An) ≤ limn→∞µ(Bn)
(b) Let G be the collection of all subsets G of E such that there exists an increasing sequence {An} in A with G =S∞
n=1An. Define µ on G by µ(G) = lim
n→∞µ(An) 1
Where {An} is an increasing sequence in A such that G =S∞
n=1An. Show the following.
(i) µ is well defined.
(ii) If G1, G2∈ G, then G1∪ G2, G1∩ G2∈ G and
µ(G1∪ G2) + µ(G1∩ G2) = µ(G1) + µ(G2) (iii) If Gn∈ G and G1⊆ G2⊆ . . ., thenS∞
n=1Gn ∈ G and µ(
∞
[
n=1
Gn) = lim
n→∞µ(Gn) (c) Define µ∗on P(E) (powerset of E) by
µ∗(A) = inf {µ(G) : A ⊆ G, G ∈ G}
(i) Show that µ∗(A) = µ(G) for all G ∈ G and
µ∗(A ∪ B) + µ∗(A ∩ B) ≤ µ∗(A) + µ∗(B) for all subsets A, B of E. Conclude that µ∗(A) + µ∗(Ac) ≥ 1 for all A ⊆ E.
(ii) Show that if C1⊆ C2⊆ . . . are subsets of E and C =S∞
n=1Cn, then µ∗(C) = limn→∞µ∗(Cn).
(iii) Let H = {B ⊆ E : µ∗(B) + µ∗(Bc) = 1. Show that H is a σ-algebra over E, and µ∗ is a measure on H.
(iv) Show that σ(E; A) ⊆ H. Conclude that the restriction of µ∗to σ(E; A) is a measure extending µ, i.e. µ∗(A) = µ(A) for all A ∈ A.
Excercise 5
Let BRN be the Lebesgue σ-algebra over BRN the Borel σ-algebra over RN, and B
Rthe Borel σ- algebra over R = [−∞, ∞]. Denote by λRN the Lebesgue measure on BRN. Let f : RN → [−∞, ∞]
be a Lebesgue measurable function (i.e. f−1(A) ∈ BRN for all A ∈ B
R). Show that there exists a function g : RN → [−∞, ∞] which is Borel measurable(i.e. g−1(A) ∈ BRN for all A ∈ B
R) such that
λRN({x ∈ RN : f (x) 6= g(x)}) = 0.
Excercise 6
Let (E, B, µ) be a measure space, and f : E → [0, ∞] be a measurable simple function such that R
Ef dµ < ∞. Show that for every > 0 there exists a δ > 0 such that if A ∈ B with µ(A) < δ thenR
Af dµ < .
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